Download or read book Introduction to Stochastic Calculus with Applications written by Fima C. Klebaner and published by Imperial College Press. This book was released on 2005 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.
Download or read book Probability Models for DNA Sequence Evolution written by Rick Durrett and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: "What underlying forces are responsible for the observed patterns of variability, given a collection of DNA sequences?" In approaching this question a number of probability models are introduced and anyalyzed.Throughout the book, the theory is developed in close connection with data from more than 60 experimental studies that illustrate the use of these results.
Download or read book Linear Theory of Hydrologic Systems written by James Dooge and published by . This book was released on 1973 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Course in Abstract Harmonic Analysis written by Gerald B. Folland and published by CRC Press. This book was released on 2016-02-03 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Course in Abstract Harmonic Analysis is an introduction to that part of analysis on locally compact groups that can be done with minimal assumptions on the nature of the group. As a generalization of classical Fourier analysis, this abstract theory creates a foundation for a great deal of modern analysis, and it contains a number of elegant resul
Download or read book Sensitivity Analysis Matrix Methods in Demography and Ecology written by Hal Caswell and published by Springer. This book was released on 2019-04-02 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book shows how to use sensitivity analysis in demography. It presents new methods for individuals, cohorts, and populations, with applications to humans, other animals, and plants. The analyses are based on matrix formulations of age-classified, stage-classified, and multistate population models. Methods are presented for linear and nonlinear, deterministic and stochastic, and time-invariant and time-varying cases. Readers will discover results on the sensitivity of statistics of longevity, life disparity, occupancy times, the net reproductive rate, and statistics of Markov chain models in demography. They will also see applications of sensitivity analysis to population growth rates, stable population structures, reproductive value, equilibria under immigration and nonlinearity, and population cycles. Individual stochasticity is a theme throughout, with a focus that goes beyond expected values to include variances in demographic outcomes. The calculations are easily and accurately implemented in matrix-oriented programming languages such as Matlab or R. Sensitivity analysis will help readers create models to predict the effect of future changes, to evaluate policy effects, and to identify possible evolutionary responses to the environment. Complete with many examples of the application, the book will be of interest to researchers and graduate students in human demography and population biology. The material will also appeal to those in mathematical biology and applied mathematics.
Download or read book Higher Index Theory written by Rufus Willett and published by Cambridge University Press. This book was released on 2020-07-02 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: Index theory studies the solutions to differential equations on geometric spaces, their relation to the underlying geometry and topology, and applications to physics. If the space of solutions is infinite dimensional, it becomes necessary to generalise the classical Fredholm index using tools from the K-theory of operator algebras. This leads to higher index theory, a rapidly developing subject with connections to noncommutative geometry, large-scale geometry, manifold topology and geometry, and operator algebras. Aimed at geometers, topologists and operator algebraists, this book takes a friendly and concrete approach to this exciting theory, focusing on the main conjectures in the area and their applications outside of it. A well-balanced combination of detailed introductory material (with exercises), cutting-edge developments and references to the wider literature make this a valuable guide to this active area for graduate students and experts alike.
Download or read book Probability and Real Trees written by Steven N. Evans and published by Springer. This book was released on 2007-09-26 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random trees and tree-valued stochastic processes are of particular importance in many fields. Using the framework of abstract "tree-like" metric spaces and ideas from metric geometry, Evans and his collaborators have recently pioneered an approach to studying the asymptotic behavior of such objects when the number of vertices goes to infinity. This publication surveys the relevant mathematical background and present some selected applications of the theory.
Download or read book Financial Mathematics Derivatives and Structured Products written by Raymond H. Chan and published by Springer. This book was released on 2019-02-27 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses: • Financial Mathematics (undergraduate level) • Stochastic Modelling in Finance (postgraduate level) • Financial Markets and Derivatives (undergraduate level) • Structured Products and Solutions (undergraduate/postgraduate level)
Download or read book Invariant Measures on Groups and Their Use in Statistics written by Robert A. Wijsman and published by IMS. This book was released on 1990 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book DDT written by United States. Environmental Protection Agency and published by . This book was released on 1975 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Linear and Nonlinear Waves written by G. B. Whitham and published by John Wiley & Sons. This book was released on 2011-10-18 with total page 660 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now in an accessible paperback edition, this classic work is just as relevant as when it first appeared in 1974, due to the increased use of nonlinear waves. It covers the behavior of waves in two parts, with the first part addressing hyperbolic waves and the second addressing dispersive waves. The mathematical principles are presented along with examples of specific cases in communications and specific physical fields, including flood waves in rivers, waves in glaciers, traffic flow, sonic booms, blast waves, and ocean waves from storms.
Download or read book Handbook of Image and Video Processing written by Alan C. Bovik and published by Academic Press. This book was released on 2010-07-21 with total page 1429 pages. Available in PDF, EPUB and Kindle. Book excerpt: 55% new material in the latest edition of this "must-have for students and practitioners of image & video processing!This Handbook is intended to serve as the basic reference point on image and video processing, in the field, in the research laboratory, and in the classroom. Each chapter has been written by carefully selected, distinguished experts specializing in that topic and carefully reviewed by the Editor, Al Bovik, ensuring that the greatest depth of understanding be communicated to the reader. Coverage includes introductory, intermediate and advanced topics and as such, this book serves equally well as classroom textbook as reference resource. • Provides practicing engineers and students with a highly accessible resource for learning and using image/video processing theory and algorithms • Includes a new chapter on image processing education, which should prove invaluable for those developing or modifying their curricula • Covers the various image and video processing standards that exist and are emerging, driving today's explosive industry • Offers an understanding of what images are, how they are modeled, and gives an introduction to how they are perceived • Introduces the necessary, practical background to allow engineering students to acquire and process their own digital image or video data • Culminates with a diverse set of applications chapters, covered in sufficient depth to serve as extensible models to the reader's own potential applications About the Editor... Al Bovik is the Cullen Trust for Higher Education Endowed Professor at The University of Texas at Austin, where he is the Director of the Laboratory for Image and Video Engineering (LIVE). He has published over 400 technical articles in the general area of image and video processing and holds two U.S. patents. Dr. Bovik was Distinguished Lecturer of the IEEE Signal Processing Society (2000), received the IEEE Signal Processing Society Meritorious Service Award (1998), the IEEE Third Millennium Medal (2000), and twice was a two-time Honorable Mention winner of the international Pattern Recognition Society Award. He is a Fellow of the IEEE, was Editor-in-Chief, of the IEEE Transactions on Image Processing (1996-2002), has served on and continues to serve on many other professional boards and panels, and was the Founding General Chairman of the IEEE International Conference on Image Processing which was held in Austin, Texas in 1994.* No other resource for image and video processing contains the same breadth of up-to-date coverage* Each chapter written by one or several of the top experts working in that area* Includes all essential mathematics, techniques, and algorithms for every type of image and video processing used by electrical engineers, computer scientists, internet developers, bioengineers, and scientists in various, image-intensive disciplines
Download or read book Advances in Communication Systems and Networks written by J. Jayakumari and published by Springer Nature. This book was released on 2020-06-13 with total page 837 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the selected peer-reviewed papers from the International Conference on Communication Systems and Networks (ComNet) 2019. Highlighting the latest findings, ideas, developments and applications in all areas of advanced communication systems and networking, it covers a variety of topics, including next-generation wireless technologies such as 5G, new hardware platforms, antenna design, applications of artificial intelligence (AI), signal processing and optimization techniques. Given its scope, this book can be useful for beginners, researchers and professionals working in wireless communication and networks, and other allied fields.
Download or read book Nonlinear Oscillations Dynamical Systems and Bifurcations of Vector Fields written by John Guckenheimer and published by Springer Science & Business Media. This book was released on 2013-11-21 with total page 475 pages. Available in PDF, EPUB and Kindle. Book excerpt: An application of the techniques of dynamical systems and bifurcation theories to the study of nonlinear oscillations. Taking their cue from Poincare, the authors stress the geometrical and topological properties of solutions of differential equations and iterated maps. Numerous exercises, some of which require nontrivial algebraic manipulations and computer work, convey the important analytical underpinnings of problems in dynamical systems and help readers develop an intuitive feel for the properties involved.
Download or read book Dictionary of Abbreviations in Medical Sciences written by Rolf Heister and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 451 pages. Available in PDF, EPUB and Kindle. Book excerpt: Not everyone is a friend of the manifold abbreviations that have by now beCome a part of the scientific language of medicine. In order to avoid misunderstanding these abbreviations, it is wise to refer to a reliable dic tionary, such as this one prepared by Heister. The abbreviation ED means, for instance, effective dose to the pharmacologist. However, it might also stand for emetic dose. Radiologists use the same abbreviation for erythema dose, and ED could also mean ethyl dichlorarsine. A com mon meaning of ECU is European currency unit, a meaning that might not be very often in scientific medical publications. ECU, however, also means environmental control unit or European Chiropractic Union. Hopefully, those making inventions and discoveries will make use of Heister's dictionary before creating new abbreviations when preparing manuscripts for scientific publications. It is a very worthwhile goal not to use the same abbreviation for several different terms, especially if it is already widely accepted to mean only one of them. It may be impossible, however, to achieve this goal in different scientific disciplines. Therefore, although it is wise for the abbreviations used in a publication to be defined, it is also very helpful for readers and writers to use a dictionary such as this one. The author deserves our warmest thanks since we know that compiling such a comprehensive dictionary is based upon incredibly hard effort.
Download or read book Movement System Impairment Syndromes of the Extremities Cervical and Thoracic Spines written by Shirley Sahrmann and published by Elsevier Health Sciences. This book was released on 2010-12-15 with total page 746 pages. Available in PDF, EPUB and Kindle. Book excerpt: Extensively illustrated and evidence based, Movement System Impairment Syndromes of the Extremities, Cervical and Thoracic Spines helps you effectively diagnose and manage musculoskeletal pain. It discusses diagnostic categories and their associated muscle and movement imbalances, and makes recommendations for treatment. Also covered is the examination itself, plus exercise principles, specific corrective exercises, and the modification of functional activities. Case studies provide examples of clinical reasoning, and a companion Evolve website includes video clips of tests and procedures. Written and edited by the leading experts on muscle and movement, Shirley Sahrmann and associates, this book is a companion to the popular Diagnosis and Treatment of Movement Impairment Syndromes. - An organized and structured method helps you make sound decisions in analyzing the mechanical cause of movement impairment syndromes, determining the contributing factors, and planning a strategy for management. - Detailed, yet clear explanations of examination, exercise principles, specific corrective exercises, and modification of functional activities for case management provide the tools you need to identify movement imbalances, establish the relevant diagnosis, and develop the corrective exercise prescription. - Case studies illustrate the clinical reasoning used in managing musculoskeletal pain. - Evidence-based research supports the procedures covered in the text. - Over 360 full-color illustrations -- plus tables and summary boxes -- highlight essential concepts and procedures. - A companion Evolve website includes video clips demonstrating the tests and procedures and printable grids from the book.
Download or read book The Unstable Shoulder written by Russell F. Warren and published by Lippincott Williams & Wilkins. This book was released on 1999 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Featuring over 500 illustrations--143 in full color--this volume provides definitive guidance on evaluation, repair, and rehabilitation of shoulder instability. Leading experts describe today's most successful surgical and nonsurgical approaches to acute dislocations; recurrent instability; multidirectional instability; instability in throwing athletes; fracture dislocations; dislocations associated with rotator cuff tears; instability following prosthetic arthroplasty; and many other conditions. The comprehensive coverage includes pertinent anatomy, biomechanics, and pathophysiology; diagnostic studies; open and arthroscopic surgical procedures; and innovative techniques such as heat shrinkage of collagen. The contributors guide the clinician through every phase of patient management, from initial presentation to long-term rehabilitation. Their practical advice will help the reader conduct a thorough clinical examination; establish the differential based on the cause of injury; select appropriate diagnostic imaging studies; fine-tune surgical and nonsurgical interventions according to each patient's unique circumstances; and prevent and manage complications. The illustrations include surgical figures, diagrams, radiographs, and endoscopic images.
